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Stock returns as predictors of interest rates and inflation

Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 47-58

Persistent link: https://www.econbiz.de/10001063201

Is it who you know or what you know? : evidence from IPO allocations and mutual fund performance

Hwang, Chuan-yang; Titman, Sheridan; Wang, Yuxi - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2491-2523

Persistent link: https://www.econbiz.de/10012128047

Capital investments and stock returns

Titman, Sheridan; Wei, K. C. John; Xie, Feixue - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 677-700

Persistent link: https://www.econbiz.de/10002494879

Market development and the asset growth effect : international evidence

Titman, Sheridan; Wei, K. C. John; Xie, Feixue - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1405-1432

Persistent link: https://www.econbiz.de/10010343642

ESG preference, institutional trading, and stock return patterns

Cao, Jie; Titman, Sheridan; Zhan, Xintong; Zhang, Weiming - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 5, pp. 1843-1877

Persistent link: https://www.econbiz.de/10014365138

How does the economic uncertainty affect asset prices under normal and financial distress times?

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2022

By using a nonlinear VAR model, we investigate whether the response of the US stock and housing markets to uncertainty shocks depends on financial conditions. Our model allows us to change the response of the US financial markets to volatility shocks in periods of normal and financial distress....

Persistent link: https://www.econbiz.de/10013198932